Share price$1.65
1D+1.4%
Sold putSold call
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Market datapartial · fetched 2026-10-22T16:27:49.830Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew and implied move: recorded expiration-specific observations.
History dataPriceAlpaca · sip · 2026-10-22T16:22:21.173744696Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | ||||||
| 25Δ | ||||||
| 30Δ | 1.54 | 325.6% | 37.5% | |||
| 35Δ | 1.64 | 297.3% | 32.4% | |||
| 40Δ | 1.75 | 269.0% | 27.3% | |||
| 45Δ | 1.85 | 240.8% | 22.3% | |||
| 50Δ | 1.98 | 215.1% | 37.5% | 1.96 | 212.5% | 17.2% |
| 55Δ | 1.87 | 239.5% | 35.5% | 2.15 | 210.6% | 14.2% |
| 60Δ | 1.75 | 263.9% | 33.4% | 2.41 | 226.9% | 12.7% |
| 65Δ | 1.64 | 288.2% | 31.3% | 3.38 | 259.0% | 11.1% |
| 70Δ | 1.53 | 312.6% | 29.3% | 4.72 | 299.3% | 9.4% |
| 75Δ | 6.06 | 339.6% | 7.8% | |||
| 80Δ | 7.40 | 379.9% | 6.2% | |||
No recorded observations